Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837623.6924 | 712905.5415 | 124718.1509 | 2518479.1861 | 2610592.8715 | -92113.6854 |
Total P&L (%) | 837.6237 | 712.9055 | 124.7182 | 2518.4792 | 2610.5929 | -92.1137 |
Avg Daily Profit (%) | 0.4021 | 0.3422 | 0.0599 | 0.1569 | 0.1585 | -0.1218 |
Buy And Hold Return (%) | 17.2932 | 17.2932 | 17.2932 | 17.2932 | 17.2932 | 17.2932 |
Max Trade Drawdown | -157161 | -115165 | -209167 | -11284440 | -8021846 | -3743692 |
Profit Factor | 1.4138 | 1.7437 | 1.1171 | 1.048 | 1.0978 | 0.9964 |
Total Trades | 624 | 312 | 312 | 624 | 312 | 312 |
Winning Trades | 273 | 125 | 148 | 273 | 125 | 148 |
Losing Trades | 351 | 187 | 164 | 351 | 187 | 164 |
Profitability (%) | 43.75 | 40.0641 | 47.4359 | 43.75 | 40.0641 | 47.4359 |
Ratio Avg Win / Avg Loss | 1.8178 | 2.6086 | 1.2378 | 1.3475 | 1.6423 | 1.1041 |
Largest Winning Trade | 174041 | 174041 | 54521 | 5800536 | 5800536 | 1817192 |
Largest Losing Trade | -24355 | -21910 | -24355 | -1307963 | -1307963 | -1299524 |
Avg Bars in Trades | 39 | 38 | 41 | 39 | 38 | 41 |
Avg Bars in Winners | 56 | 56 | 57 | 56 | 56 | 57 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 24785 | 11857 | 12928 | 24785 | 11857 | 12928 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449455 | 351751 | -204676 | -159183 | -106937 | -579032 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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